+126.7%
WFC vs SAP
+56.2%
+70.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.8% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | +0.8% | +2.6% | -1.8% | -0.1% |
| 3M | +9.3% | +16.3% | -7.0% | +4.1% |
| 6M | +10.6% | +6.4% | +4.2% | +7.8% |
| YTD | -4.1% | -11.4% | +7.4% | -1.5% |
| 1Y | +13.6% | -20.4% | +34.0% | +20.9% |
| 3Y | +130.7% | +56.5% | +74.2% | +82.4% |
| 5Y | +126.7% | +56.8% | +69.9% | +63.6% |
| All | +126.7% | +56.2% | +70.5% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling